I can see my site but my visitors say they cannot

That is it working. You are signed in and your role is on the list under Access → User roles, so you walk straight past the page everybody else sees.

To check what a visitor gets, press Preview the page at the top of the Dashboard, or under the coming soon item in your admin toolbar, or open your site in a private window. View the site shows you your own site, because you are let through. The orange dot in your admin toolbar is there to remind you the mode is on while you are looking straight at it.